+41.8%
XLRE vs DOC
+43.2%
-1.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +2.9% | +6.2% | -3.4% | +0.3% |
| 30D | +7.8% | +6.5% | +1.3% | +4.9% |
| 3M | -1.2% | -6.2% | +5.1% | +1.4% |
| 6M | +2.0% | +25.6% | -23.6% | -8.2% |
| YTD | +12.4% | +32.1% | -19.6% | -1.9% |
| 1Y | +12.1% | +20.3% | -8.2% | +2.5% |
| All | +41.8% | +43.2% | -1.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling